+595.7%
HAL vs LMT
+11,710.5%
-11,114.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +2.9% | -6.3% | +9.2% | +5.4% |
| 30D | +17.0% | -8.5% | +25.5% | +20.8% |
| 3M | -9.7% | +1.8% | -11.5% | -10.9% |
| 6M | +8.6% | -19.9% | +28.6% | +16.7% |
| YTD | +33.0% | +10.6% | +22.4% | +26.2% |
| 1Y | +68.3% | +17.9% | +50.4% | +55.4% |
| 3Y | +0.1% | +27.0% | -26.8% | -11.6% |
| 5Y | +102.6% | +68.7% | +34.0% | +60.8% |
| 10Y | +3.8% | +181.1% | -177.2% | -28.8% |
| All | +595.7% | +11,710.5% | -11,114.8% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling